Yim Tsz-ho. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2003. / Includes bibliographical references (leaves 47-49). / Abstracts in English and Chinese. / Abstract --- p.i / Acknowledgement --- p.iii / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Local Polynomial Modeling --- p.4 / Chapter 2.1 --- Local Polynomial Fitting --- p.4 / Chapter 2.1.1 --- Methodology --- p.4 / Chapter 2.1.2 --- The kernel K --- p.6 / Chapter 2.1.3 --- The bandwidth h --- p.7 / Chapter 2.1.4 --- The order p --- p.10 / Chapter 2.2 --- Estimation of Conditional Density --- p.11 / Chapter 3 --- Bandwidth Selection --- p.14 / Chapter 3.1 --- Rule of Thumb --- p.14 / Chapter 3.2 --- Bootstrap Bandwidth Selection --- p.15 / Chapter 3.3 --- A Cross-Validation Method --- p.16 / Chapter 4 --- A Theoretical Justification --- p.18 / Chapter 4.1 --- Proof of (4.1) --- p.19 / Chapter 4.2 --- Proof of (4.2) --- p.22 / Chapter 5 --- Simulation Studies --- p.25 / Chapter 6 --- Real Data Applications --- p.38 / Chapter 6.1 --- Case Study With Canadian Lynx Data.............................. --- p.38 / Chapter 6.2 --- Case Study With U.S. Twelve-Month Treasury Bill Data.......... --- p.41 / Chapter 7 --- Conclusions --- p.45 / Bibliography --- p.47
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_324311 |
| Date | January 2003 |
| Contributors | Yim, Tsz-ho., Chinese University of Hong Kong Graduate School. Division of Statistics. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, ix, 49 leaves : ill. ; 30 cm. |
| Rights | Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) |
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